update

core/scoring/config.py

@@ -10,7 +10,7 @@ GRID_HIGH = 11              # 网格上限
 GRID_STEP = 1               # 网格间距（整数格）
 
 # ---- 候选股过滤 ----
-FILTER_MIN_CLOSE = 8        # 最低收盘价
+FILTER_MIN_CLOSE = 5        # 最低收盘价（覆盖网格策略持仓股）
 FILTER_MAX_CLOSE = 13       # 最高收盘价
 REQUIRE_DAYS = 120          # 最少交易日数
 

core/scoring/features/validator.py

@@ -128,6 +128,18 @@ def load_candidates(trade_date: date) -> DataContext:
     PrintLog(LogLevel.INFO,
              f'[validator] 候选: {len(candidates)} 通过, {len(excluded)} 排除')
 
+    # 3.5 补充：强制加入网格持仓股（不受价格过滤限制）
+    from core.sfgrid.model import SFGridTradeTarget
+    pos_rows = list(SFGridTradeTarget
+                    .select(SFGridTradeTarget.stock_code)
+                    .where(SFGridTradeTarget.enabled == True)
+                    .dicts())
+    pos_codes = [r['stock_code'].split('.')[0] for r in pos_rows]
+    forced = [c for c in pos_codes if c not in candidates and c not in excluded]
+    if forced:
+        PrintLog(LogLevel.INFO, f'[validator] 强制加入网格持仓股: {forced}')
+        candidates.extend(forced)
+
     # 4. 裁剪K线到只含候选股 (保留最近180日)
     kline_df = kline_df[kline_df['stock_code'].isin(candidates)].copy()
     cut_date = trade_date - timedelta(days=365)